Creating desktop shorcut and start menu entry using java

Hey Guys
I have a requirement in which i will need to install a desktop application .After installing i will need to created desktop shortcut icon and start menu entries.
I have worked very less with desktop application and hence i need some help in figuring out how to achieve this.
Any help would be greatly appreciated.
Thanks
Chetan

George ,
Thanks for ur reply .Just to give you some background on this one.
We were using Java web start to do the installation and it used to take care of creating the shortcut icon and start menu entries.
The problem is that we have decided to move away from java web start and use the exe approach of installing .We wrap our JAR files in an exe and make use of Launch4j. See - launch4j.sourceforge.net/ .
The launch4j software helps in bundling all our JARs into an exe and when the exe is clicked it invokes a class present in our JAR file .However it does not create any icons because of which we will need to do that manually.
Any ideas on this?
Thanks
Chetan

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